Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.527521 0.590346 0.660949 0.746842 0.849427 0.969201 1.121395
2024-10-20 0.458019 0.536017 0.629620 0.752175 0.911430 1.115857 1.405957
2024-10-27 0.403452 0.487537 0.593396 0.739924 0.943428 1.225960 1.667675
2024-11-03 0.377565 0.469914 0.591494 0.769045 1.032571 1.429601 2.120323
2024-11-10 0.361294 0.461983 0.600172 0.812599 1.149360 1.701620 2.782542
2024-11-17 0.338283 0.441769 0.588537 0.823717 1.217667 1.913312 3.432161
2024-11-24 0.315456 0.419169 0.570327 0.821243 1.262270 2.095045 4.114536
2024-12-01 0.288704 0.388293 0.536257 0.788148 1.246741 2.157597 4.558221
2024-12-08 0.266170 0.361778 0.506236 0.757731 1.230385 2.214196 5.024740
2024-12-15 0.256308 0.353483 0.503783 0.773854 1.305197 2.490872 6.334843
2024-12-22 0.255052 0.358155 0.522363 0.829573 1.471397 3.046826 9.212716
2024-12-29 0.246552 0.350620 0.519826 0.845713 1.557483 3.438170 12.072747
2025-01-05 0.232014 0.333282 0.500689 0.830819 1.578967 3.685262 14.911533
2025-01-12 0.219336 0.318060 0.483838 0.818224 1.603773 3.961336 18.754224
2025-01-19 0.205922 0.300709 0.461744 0.792139 1.590010 4.108467 22.276922
2025-01-26 0.200689 0.296702 0.463223 0.815457 1.710040 4.817768 34.986218
2025-02-02 0.198022 0.296817 0.472197 0.856366 1.891820 5.945618 67.590671
2025-02-09 0.191407 0.289574 0.466608 0.863852 1.980532 6.760546 117.250232
2025-02-16 0.183828 0.280130 0.455966 0.858149 2.027928 7.428243 201.183603
2025-02-23 0.173410 0.265046 0.433223 0.820974 1.965143 7.423566 252.808900
2025-03-02 0.164124 0.251566 0.412829 0.787485 1.908428 7.430497 325.331287
2025-03-09 0.160654 0.248409 0.412711 0.803609 2.025587 8.714167 1174.771686
2025-03-16 0.161369 0.252905 0.428350 0.861744 2.316855 11.899322 NaN